IDEAS home Printed from
MyIDEAS: Login to save this paper or follow this series

A Reduction Paradigm for Multivariate Laws

  • F. Chiaromonte
Registered author(s):

    A \f2reduction paradigm\f1 is a theoretical framework which provides a definition of structures for multivariate laws, and allows to simplify their representation and statistical analysis. The main idea is to decompose a law as the superimposition of a \f2structural term\f1 and a \f2noise\f1, so that the latter can be neglected \f2without loss of information on the structure\f1. When the lower structural term is supported by a lower-dimensional affine subspace, an \f2exhaustive dimension reduction\f1 is achieved. We describe the reduction paradigm that results from selecting white noises, and convolution as superposition mechanism.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: no

    File URL:
    Download Restriction: no

    Paper provided by International Institute for Applied Systems Analysis in its series Working Papers with number ir97015.

    in new window

    Date of creation: Mar 1997
    Date of revision:
    Handle: RePEc:wop:iasawp:ir97015
    Contact details of provider: Postal: A-2361 Laxenburg
    Phone: +43-2236-807-0
    Fax: +43-2236-71313
    Web page:

    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:wop:iasawp:ir97015. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.